CME British Pound Future December 2014


Trading Metrics calculated at close of trading on 21-Jul-2014
Day Change Summary
Previous Current
18-Jul-2014 21-Jul-2014 Change Change % Previous Week
Open 1.7067 1.7062 -0.0005 0.0% 1.7106
High 1.7069 1.7070 0.0001 0.0% 1.7165
Low 1.7014 1.7032 0.0018 0.1% 1.7014
Close 1.7069 1.7049 -0.0020 -0.1% 1.7069
Range 0.0055 0.0038 -0.0017 -30.9% 0.0151
ATR 0.0057 0.0055 -0.0001 -2.4% 0.0000
Volume 14 328 314 2,242.9% 607
Daily Pivots for day following 21-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.7164 1.7145 1.7070
R3 1.7126 1.7107 1.7059
R2 1.7088 1.7088 1.7056
R1 1.7069 1.7069 1.7052 1.7060
PP 1.7050 1.7050 1.7050 1.7046
S1 1.7031 1.7031 1.7046 1.7022
S2 1.7012 1.7012 1.7042
S3 1.6974 1.6993 1.7039
S4 1.6936 1.6955 1.7028
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.7536 1.7453 1.7152
R3 1.7385 1.7302 1.7111
R2 1.7234 1.7234 1.7097
R1 1.7151 1.7151 1.7083 1.7117
PP 1.7083 1.7083 1.7083 1.7066
S1 1.7000 1.7000 1.7055 1.6966
S2 1.6932 1.6932 1.7041
S3 1.6781 1.6849 1.7027
S4 1.6630 1.6698 1.6986
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.7165 1.7014 0.0151 0.9% 0.0054 0.3% 23% False False 153
10 1.7165 1.7014 0.0151 0.9% 0.0052 0.3% 23% False False 150
20 1.7165 1.6937 0.0228 1.3% 0.0054 0.3% 49% False False 169
40 1.7165 1.6681 0.0484 2.8% 0.0041 0.2% 76% False False 108
60 1.7165 1.6681 0.0484 2.8% 0.0030 0.2% 76% False False 72
80 1.7165 1.6544 0.0621 3.6% 0.0025 0.1% 81% False False 58
100 1.7165 1.6459 0.0706 4.1% 0.0021 0.1% 84% False False 47
120 1.7165 1.6263 0.0902 5.3% 0.0018 0.1% 87% False False 40
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7232
2.618 1.7169
1.618 1.7131
1.000 1.7108
0.618 1.7093
HIGH 1.7070
0.618 1.7055
0.500 1.7051
0.382 1.7047
LOW 1.7032
0.618 1.7009
1.000 1.6994
1.618 1.6971
2.618 1.6933
4.250 1.6871
Fisher Pivots for day following 21-Jul-2014
Pivot 1 day 3 day
R1 1.7051 1.7054
PP 1.7050 1.7052
S1 1.7050 1.7051

These figures are updated between 7pm and 10pm EST after a trading day.

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